Dr Lu received her PhD and MSE from the University of Michigan, Ann Arbor, Michigan,
USA; BE from Beijing Institute of Technology, Beijing, China 

Areas of Interests: Financial Mathematics; Elasticity and fracture mechanics; Boundary
element methods (BEM) in elasticity and fracture mechanics, and diffusion equations. 

Current Research Students: 

Thomas King : Option pricing 

Endah Putri : Stock Loan Valuation

No subject area

A new exact solution for pricing European options in a two-state regime-switching economy (with Song-Ping Zhu and Alexander Badran), Faculty of Informatics - Papers (2012)

In this study, we derive a new exact solution for pricing European options in a...

 
Dual boundary integral formulation for 2-D crack problems (with Wei-Liang Wu), Faculty of Informatics - Papers (2010)

An efficient integral equation formulation for two-dimensional crack problems is proposed with the displacement equation...